Asset Allocation
Find the right asset allocation for cash flow
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio OptimizerPerformance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in cash flow, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.
Loading charts...
Returns By Period
As of Jun 9, 2026, the cash flow returned 5.12% Year-To-Date and 6.46% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.30% | 0.09% | 8.18% | 8.17% | 23.42% | 19.88% | 11.91% | 13.45% |
Portfolio cash flow | -0.15% | -0.69% | 5.12% | 5.79% | 12.65% | 10.53% | 4.69% | 6.46% |
| Portfolio components: | ||||||||
BNDX Vanguard Total International Bond ETF | -0.12% | -0.16% | 0.37% | 0.55% | 1.86% | 4.01% | 0.25% | 1.65% |
DVY iShares Select Dividend ETF | -0.64% | 1.40% | 10.24% | 11.57% | 21.73% | 15.00% | 8.74% | 10.10% |
IDV iShares International Select Dividend ETF | 0.23% | -2.36% | 10.84% | 14.01% | 33.84% | 24.24% | 11.70% | 10.33% |
IGIB iShares Intermediate-Term Corporate Bond ETF | -0.02% | -0.78% | -0.24% | 0.09% | 6.09% | 6.24% | 1.20% | 2.97% |
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF | -0.10% | -0.67% | -0.06% | -0.06% | 5.73% | 4.95% | -0.28% | 2.41% |
PFF iShares Preferred and Income Securities ETF | 0.19% | -1.93% | 2.07% | 2.58% | 8.08% | 6.61% | 1.33% | 3.27% |
SCHD Schwab U.S. Dividend Equity ETF | -0.03% | 2.12% | 18.71% | 19.28% | 26.37% | 14.73% | 8.49% | 12.65% |
SHV iShares 0-1 Year Treasury Bond ETF | 0.01% | 0.26% | 1.47% | 1.74% | 3.90% | 4.63% | 3.33% | 2.23% |
VIG Vanguard Dividend Appreciation ETF | 0.03% | 2.32% | 6.58% | 6.47% | 18.31% | 16.04% | 10.62% | 13.05% |
VNQ Vanguard Real Estate ETF | -1.36% | -1.19% | 9.04% | 9.17% | 10.45% | 9.24% | 1.97% | 5.30% |
Monthly Returns
Based on dividend-adjusted daily data since Jun 4, 2013, cash flow's average daily return is +0.03%, while the average monthly return is +0.54%. At this rate, an investment would double in approximately 10.7 years.
Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +7.7%, while the worst month was Mar 2020 at -11.2%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 4 months.
On a daily basis, cash flow closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +4.9%, while the worst single day was Mar 16, 2020 at -7.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.01% | 3.05% | -3.76% | 3.60% | 0.36% | -1.03% | 5.12% | ||||||
| 2025 | 1.70% | 1.75% | -0.79% | -0.56% | 1.64% | 2.28% | 0.35% | 2.69% | 0.89% | -0.34% | 1.65% | 0.00% | 11.78% |
| 2024 | -0.73% | 0.54% | 2.70% | -3.00% | 2.72% | -0.24% | 3.92% | 2.53% | 2.10% | -1.99% | 2.49% | -3.70% | 7.20% |
| 2023 | 4.64% | -3.17% | -0.06% | 1.01% | -3.36% | 2.83% | 2.29% | -1.87% | -2.99% | -2.27% | 6.43% | 4.93% | 8.04% |
| 2022 | -2.20% | -1.55% | 0.97% | -4.14% | 1.13% | -5.61% | 4.12% | -3.46% | -7.09% | 3.57% | 6.25% | -2.13% | -10.51% |
| 2021 | -0.81% | 2.00% | 3.44% | 2.35% | 1.60% | -0.01% | 1.09% | 0.93% | -2.63% | 2.59% | -1.60% | 3.89% | 13.39% |
Benchmark Metrics
cash flow has an annualized alpha of 0.31%, beta of 0.48, and R2 of 0.78 versus S&P 500 Index. Calculated based on daily prices since June 04, 2013.
- This portfolio participated in 59.48% of S&P 500 Index downside but only 48.72% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.48 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 0.31%
- Beta
- 0.48
- R²
- 0.78
- Upside Capture
- 48.72%
- Downside Capture
- 59.48%
Expense Ratio
cash flow has an expense ratio of 0.17%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Top 10 holdings
Return for Risk
Risk / Return Rank
cash flow ranks 40 for risk / return — below 40% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for cash flow and compares them with S&P 500 Index.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 1.98 | 1.94 | +0.04 |
| Sortino ratioReturn per unit of downside risk | 2.86 | 2.63 | +0.23 |
| Omega ratioGain probability vs. loss probability | 1.36 | 1.35 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.49 | 2.59 | -0.09 |
| Martin ratioReturn relative to average drawdown | 9.87 | 11.84 | -1.98 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
BNDX Vanguard Total International Bond ETF | 18 | 0.54 | 0.79 | 1.10 | 0.64 | 1.79 |
DVY iShares Select Dividend ETF | 67 | 1.97 | 2.89 | 1.34 | 3.17 | 11.16 |
IDV iShares International Select Dividend ETF | 84 | 2.63 | 3.42 | 1.47 | 3.99 | 15.00 |
IGIB iShares Intermediate-Term Corporate Bond ETF | 47 | 1.49 | 2.20 | 1.27 | 2.03 | 6.77 |
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF | 34 | 1.08 | 1.58 | 1.19 | 1.72 | 4.88 |
PFF iShares Preferred and Income Securities ETF | 35 | 1.19 | 1.71 | 1.21 | 1.54 | 4.73 |
SCHD Schwab U.S. Dividend Equity ETF | 85 | 2.43 | 3.75 | 1.43 | 5.74 | 14.06 |
SHV iShares 0-1 Year Treasury Bond ETF | 100 | 19.49 | 149.54 | 53.77 | 431.38 | 2,419.80 |
VIG Vanguard Dividend Appreciation ETF | 58 | 1.82 | 2.65 | 1.33 | 2.33 | 9.37 |
VNQ Vanguard Real Estate ETF | 26 | 0.79 | 1.15 | 1.14 | 1.26 | 3.96 |
Loading charts...
Dividends
Dividend yield
cash flow provided a 3.88% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.88% | 4.06% | 4.19% | 4.07% | 3.48% | 3.32% | 2.70% | 3.65% | 3.71% | 3.00% | 3.15% | 2.88% |
| Portfolio components: | ||||||||||||
BNDX Vanguard Total International Bond ETF | 4.50% | 4.39% | 4.18% | 4.42% | 1.51% | 3.74% | 1.11% | 3.40% | 3.01% | 2.23% | 1.89% | 1.63% |
DVY iShares Select Dividend ETF | 3.40% | 3.65% | 3.65% | 3.82% | 3.43% | 3.12% | 3.66% | 3.41% | 3.58% | 3.00% | 3.04% | 3.45% |
IDV iShares International Select Dividend ETF | 4.51% | 4.94% | 6.46% | 6.51% | 7.33% | 5.78% | 5.47% | 5.15% | 5.93% | 4.52% | 4.69% | 5.08% |
IGIB iShares Intermediate-Term Corporate Bond ETF | 4.84% | 4.59% | 4.41% | 3.78% | 3.04% | 2.52% | 2.74% | 3.44% | 3.41% | 2.51% | 2.45% | 2.51% |
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF | 4.59% | 4.48% | 4.45% | 3.99% | 3.30% | 2.30% | 2.66% | 3.29% | 3.67% | 3.10% | 3.34% | 3.47% |
PFF iShares Preferred and Income Securities ETF | 5.52% | 6.30% | 6.32% | 6.63% | 6.01% | 4.45% | 4.79% | 5.31% | 6.32% | 5.59% | 5.85% | 5.76% |
SCHD Schwab U.S. Dividend Equity ETF | 3.27% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
SHV iShares 0-1 Year Treasury Bond ETF | 3.83% | 4.09% | 5.02% | 4.73% | 1.39% | 0.00% | 0.74% | 2.19% | 1.66% | 0.72% | 0.34% | 0.03% |
VIG Vanguard Dividend Appreciation ETF | 1.48% | 1.62% | 1.73% | 1.88% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% |
VNQ Vanguard Real Estate ETF | 3.65% | 3.92% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the cash flow. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the cash flow was 25.31%, occurring on Mar 23, 2020. Recovery took 166 trading sessions.
The current cash flow drawdown is 1.10%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -25.31%Mar 2020 | 1mo 4d | 7mo 28d | 9mo 2dFeb 2020 - Nov 2020 |
Bear market2022 | -17.82%Oct 2022 | 9mo 10d | 1y 9mo | 2y 6moJan 2022 - Jul 2024 |
Rate-hike selloffLate 2018 | -8.43%Dec 2018 | 10mo 29d | 1mo 23d | 1y 17dJan 2018 - Feb 2019 |
2015 pullback2015 | -8.11%Aug 2015 | 3mo 28d | 6mo 26d | 10mo 24dApr 2015 - Mar 2016 |
2025 selloff2025 | -7.62%Apr 2025 | 4mo 7d | 1mo 11d | 5mo 18dDec 2024 - May 2025 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 13 assets, with an effective number of assets of 12.96, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
1Y | 3Y | 5Y | 10Y | All Time | |
|---|---|---|---|---|---|
Diversification Ratio | 1.27 | 1.24 | 1.24 | 1.22 | 1.23 |
The portfolio has a diversification ratio of 1.23, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
cash flow correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Jun 4, 2013 | 0.83 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VIG has the highest benchmark correlation at 0.92, while SHV has the lowest at -0.03.
Asset Correlations Table
Find what cash flow is missing
See which holdings overlap, where cash flow is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification